class ROOT::Math::VavilovAccurateQuantile: public ROOT::Math::IParametricFunctionOneDim

   Class describing the Vavilov quantile function.

   The probability density function of the Vavilov distribution
   is given by:
  \f[ p(\lambda; \kappa, \beta^2) =
  \frac{1}{2 \pi i}\int_{c-i\infty}^{c+i\infty} \phi(s) e^{\lambda s} ds\f]
   where \f$\phi(s) = e^{C} e^{\psi(s)}\f$
   with  \f$ C = \kappa (1+\beta^2 \gamma )\f$
   and \f$\psi(s)&=& s \ln \kappa + (s+\beta^2 \kappa)
               \cdot \left ( \int \limits_{0}^{1}
               \frac{1 - e^{\frac{-st}{\kappa}}}{t} \,\der t- \gamma \right )
               - \kappa \, e^{\frac{-s}{\kappa}}\f$.
   \f$ \gamma = 0.5772156649\dots\f$ is Euler's constant.

   The parameters are:
   - 0: Norm: Normalization constant
   - 1: x0:   Location parameter
   - 2: xi:   Width parameter
   - 3: kappa: Parameter \f$\kappa\f$ of the Vavilov distribution
   - 4: beta2: Parameter \f$\beta^2\f$ of the Vavilov distribution

   Benno List, June 2010


   @ingroup StatFunc